Yes, you can by leveling them up to 20 (level cap), and by unlocking abilities and upgrading skills

Hero Progression. Each hero can be leveled up to 20 (initial level cap), unlocking abilities, and upgrading stats and accessories.

Regional Artifact: Level up region-specific skill trees that allow for greater hero progression and customization. Regional Artifacts all have mechanics associated with them (for example, in The Far Reaches the Artifact is a Sky Hook that allows the player to swing between points). Each artifact can be leveled up to increase its stats, and also comes with a skill tree that unlocks further tiers as it levels up.

Accessories & Keepsake: Further customize your Hero’s loadout and stats with up to 2 Accessories and a Keepsake.

Regional Gear Each Hero has 3 Regional Gear slots with custom armor for each hero

Tools. Choose a Tool to bring into each encounter to augment your gameplay.

Gems: Collect and craft/upgrade gems, and slot them into gear to upgrade stats and abilities.

Crafting: Collect materials to craft/upgrade unique and powerful gear.

Adventurer's Passport: Level up the Adventurer's Passport by completing quests to earn Adventure Points (AP), and unlock in-game rewards.

Apart from these, you can also take advantage of the Mission Shops found on each mission to equip your hero with upgrades and abilities that last for the current mission only. Need more health? Buy some Jelly Tarts! On a roll and doing well? Upgrade your primary ability!